+6,313.3%
NDAQ vs DPZ
+5,341.2%
+972.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +1.0% |
| 7D | +0.8% | +6.6% | -5.7% | -1.3% |
| 30D | +16.5% | +10.3% | +6.2% | +12.8% |
| 3M | +13.5% | -6.2% | +19.7% | +15.4% |
| 6M | +20.9% | +4.2% | +16.7% | +18.5% |
| YTD | +11.4% | -18.4% | +29.8% | +17.6% |
| 1Y | +25.9% | -14.9% | +40.9% | +31.0% |
| 3Y | +119.9% | -4.6% | +124.5% | +115.2% |
| 5Y | +61.7% | -27.4% | +89.1% | +69.1% |
| 10Y | +481.6% | +125.9% | +355.7% | +270.3% |
| All | +6,313.3% | +5,341.2% | +972.1% | +894.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling